Comparison of confidence intervals on the among group variance in the unbalanced variance component model

doi:10.1080/10629360500109051

CSpace

	Comparison of confidence intervals on the among group variance in the unbalanced variance component model
	Li, Xinmin ; Li, Guoying
	2007
发表期刊	JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
ISSN	0094-9655
卷号	77 期号:6 页码:477-486
摘要	In this article, we compare four methods for constructing approximate confidence intervals on the among group variance component for the unbalanced one-way variance component model. A simulation study is conducted to compare the estimated coverage probabilities of these intervals. Two of these methods, the one by Park and Burdick [Park, D. J. and Burdick, R. K., 2003, Performance of confidence intervals in regression models with unbalanced one-fold nested error structures. Communications in Statistics Simulation and Computation, 32, 717-732.] and the one by Li and Li [Li, X., Li, G., 2005, Confidence intervals on sum of variance components with unbalanced designs. Communications in Statistics Theory and Methods, 34, 833-845.], appear to be the best in all cases considered.
关键词	variance component approximate confidence interval coverage probability
DOI	10.1080/10629360500109051
语种	英语
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000247911600003
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3957
专题	中国科学院数学与系统科学研究院
通讯作者	Li, Xinmin
作者单位	1.Shandong Univ Technol, Coll Math & Informat Sci, Shandong 255049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100800, Peoples R China
推荐引用方式 GB/T 7714	Li, Xinmin,Li, Guoying. Comparison of confidence intervals on the among group variance in the unbalanced variance component model[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,2007,77(6):477-486.
APA	Li, Xinmin,&Li, Guoying.(2007).Comparison of confidence intervals on the among group variance in the unbalanced variance component model.JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,77(6),477-486.
MLA	Li, Xinmin,et al."Comparison of confidence intervals on the among group variance in the unbalanced variance component model".JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 77.6(2007):477-486.